The software may collect information about you and your use of the software, and send that to Microsoft.

Ah, Microsoft. You haven’t changed.

I found some notes about how to disable telemetry:

Telemetry
———
The .NET Core tools collect usage data in order to help us improve your experience. The data is anonymous and doesn’t include command-line arguments. The data is collected by Microsoft and shared with the community. You can opt-out of telemetry by setting the DOTNET_CLI_TELEMETRY_OPTOUT environment variable to ‘1’ or ‘true’ using your favorite shell.

The SMB mount should now be visible on the desktop. Right-click the share on the desktop and choose ‘Make Alias’. Then take connected servers out of your Finder preferences and rename the desktop alias probably as the name of the share.